+432.5%
EWZ vs UTHR
+738.9%
-306.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.5% | -5.4% | +11.9% | +7.5% |
| 30D | +4.8% | -6.0% | +10.9% | +5.9% |
| 3M | +9.9% | -11.0% | +20.9% | +12.0% |
| 6M | +1.9% | -0.5% | +2.5% | +1.6% |
| YTD | +20.3% | +0.1% | +20.2% | +19.5% |
| 1Y | +35.6% | +28.2% | +7.5% | +28.6% |
| 3Y | +43.4% | +113.8% | -70.4% | +20.7% |
| 5Y | +55.9% | +131.3% | -75.4% | +27.6% |
| 10Y | +84.2% | +296.7% | -212.6% | +31.6% |
| All | +432.5% | +738.9% | -306.4% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling